D4: Dark Dreams Don't Die
An episodic game that launched with "Season 1" which consisted of only a prologue and 2 episodes. The second episode ends with a massive cliffhanger and it was apparent even when the game first released that they'd never continue the story (absolutely nobody played it, was an early XB1 exclusive that got zero marketing on release and was intended to be played with Kinect, basically checked all of the boxes for DOA).
It was later ported for Steam but no one really paid attention to it there either. Plans for a season 2 were briefly teased but after a falling out between Swery and his development team it was confirmed that the series would never continue as he no longer has the rights to the IP.
This is all referenced in Deadly Premonition 2, where Francis Morgan remarks that his upstairs neighbor went insane due to never being able to complete his quest to find his wife's killer. Quite an unsatisfying conclusion for what was, to me, a very interesting and weird story and one of the best Kinect games out there.